-23.3%
ONON vs KEY
+33.8%
-57.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -3.5% | -0.3% | -3.1% | -3.3% |
| 30D | -30.8% | -3.3% | -27.5% | -29.7% |
| 3M | -29.8% | -0.7% | -29.1% | -29.7% |
| 6M | -34.8% | +12.5% | -47.3% | -38.3% |
| YTD | -42.3% | +8.4% | -50.7% | -44.4% |
| 1Y | -39.5% | +18.4% | -58.0% | -44.3% |
| 3Y | -9.3% | +123.3% | -132.6% | -38.6% |
| All | -23.3% | +33.8% | -57.1% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling